Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49742.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45681.0 Kr¶

PnL: ---------------------------------------> 625.0 Kr¶

DD now: ---------------------------------> -6.359 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:58:35.314582'

Anic Portfolio¶

Today¶

Return: 1.778 %¶

This Week¶

Return: 0.89 %¶

Total portfolio value¶

Return including deposits: 62.843 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.360000 1666.800000 197.800000 13.460000 1468.999998
Orrön Energy 180 6.960000 2199.600000 156.600000 7.670000 2043.000000
Sedana Medical 93 3.770000 2665.380000 144.380000 5.730000 2521.000011
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
VEF 909 4.800000 1905.260000 55.260000 2.990000 1850.000436
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Catena 2 4.130000 836.400000 44.400000 5.610000 792.000000
Hoist Finance 35 1.740000 1022.000000 42.000000 4.290000 980.000000
JM 6 3.210000 906.000000 42.000000 4.860000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 3.470000 1001.760000 34.760000 3.590000 966.999996
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Biotage 7 1.560000 957.600000 16.600000 1.760000 940.999997
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Byggmax Group 33 1.590000 968.220000 12.220000 1.280000 956.000001
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
OX2 13 1.450000 954.200000 4.200000 0.440000 949.999999
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
AcadeMedia 8 1.000000 404.800000 2.800000 0.700000 402.000000
ASSA ABLOY B 3 0.500000 779.700000 0.700000 0.090000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 1.340000 956.200000 -10.800000 -1.120000 966.999999
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Addnode Group B 11 0.060000 902.000000 -19.000000 -2.060000 921.000003
SKF B 5 -1.580000 917.250000 -22.750000 -2.420000 940.000000
Vitec Software Group B 2 2.020000 1063.000000 -24.000000 -2.210000 1087.000000
Hexagon B 26 1.300000 3434.600000 -26.400000 -0.760000 3461.000010
Indutrade 5 2.370000 1188.500000 -29.500000 -2.420000 1218.000000
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45681.000000 625.000000 -6.35941% 45056.000411

Updated:¶

'2023-07-04 16:58:52.483895'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶